Campion has attracted attention during the ongoing Stockholm Film Festival and is this year's recipient of the festival's Stockholm Lifetime Achievement Award.
After the success of Pianot and the acclaimed crime series Top of the lake on BBC 2013, she is now up to date with The power of the dog.
The film is based on Thomas Savage's novel of the same name from 1967.
The film takes place in the USA of the 1920s and is about the alpha male Phil (Benedict Cumberbatch), a bitter and dominant rancher with unbridled impulses of violence.
His brother George has married the widow Rose (Kirsten Dunst) who moves there with her son Peter, to Phil's great annoyance.
In the clip: Hear what Kerstin Dunst and Benedict Cumberbatch have to say about the collaboration with Jane Campion.